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Add kernel method

Open cwrowley opened this issue 9 years ago • 1 comments

It would be nice to add kernel DMD as an option, for instance to standard DMD or streaming (or potentially TLS). One possibility would be something like:

sdmd = StreamingDMD(kernel=10)

for a kernel (1 + x'y)^{10}, or

sdmd = StreamingDMD(kernel=f)

for a user-defined kernel f(x,y). Any thoughts?

cwrowley avatar Apr 13 '15 14:04 cwrowley

Kernel DMD with batch data has been added to the main branch and the Scikit-learn-based interface.

Streaming and kernel are difficult to combine because streaming assumes # snapshots >> size of state space while kernel assumes #snapshots << size of state space. We may be able to find a clever way to combine them, but I can't think of it at the moment!

mowill avatar Jun 15 '15 20:06 mowill